| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,478.0 |
2,480.0 |
2.0 |
0.1% |
2,424.0 |
| High |
2,492.0 |
2,525.0 |
33.0 |
1.3% |
2,525.0 |
| Low |
2,462.0 |
2,468.0 |
6.0 |
0.2% |
2,397.0 |
| Close |
2,482.0 |
2,523.0 |
41.0 |
1.7% |
2,523.0 |
| Range |
30.0 |
57.0 |
27.0 |
90.0% |
128.0 |
| ATR |
48.3 |
48.9 |
0.6 |
1.3% |
0.0 |
| Volume |
963,189 |
1,180,761 |
217,572 |
22.6% |
5,128,714 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.3 |
2,656.7 |
2,554.4 |
|
| R3 |
2,619.3 |
2,599.7 |
2,538.7 |
|
| R2 |
2,562.3 |
2,562.3 |
2,533.5 |
|
| R1 |
2,542.7 |
2,542.7 |
2,528.2 |
2,552.5 |
| PP |
2,505.3 |
2,505.3 |
2,505.3 |
2,510.3 |
| S1 |
2,485.7 |
2,485.7 |
2,517.8 |
2,495.5 |
| S2 |
2,448.3 |
2,448.3 |
2,512.6 |
|
| S3 |
2,391.3 |
2,428.7 |
2,507.3 |
|
| S4 |
2,334.3 |
2,371.7 |
2,491.7 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.7 |
2,822.3 |
2,593.4 |
|
| R3 |
2,737.7 |
2,694.3 |
2,558.2 |
|
| R2 |
2,609.7 |
2,609.7 |
2,546.5 |
|
| R1 |
2,566.3 |
2,566.3 |
2,534.7 |
2,588.0 |
| PP |
2,481.7 |
2,481.7 |
2,481.7 |
2,492.5 |
| S1 |
2,438.3 |
2,438.3 |
2,511.3 |
2,460.0 |
| S2 |
2,353.7 |
2,353.7 |
2,499.5 |
|
| S3 |
2,225.7 |
2,310.3 |
2,487.8 |
|
| S4 |
2,097.7 |
2,182.3 |
2,452.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,525.0 |
2,397.0 |
128.0 |
5.1% |
41.0 |
1.6% |
98% |
True |
False |
1,025,742 |
| 10 |
2,525.0 |
2,397.0 |
128.0 |
5.1% |
40.2 |
1.6% |
98% |
True |
False |
987,412 |
| 20 |
2,525.0 |
2,272.0 |
253.0 |
10.0% |
43.2 |
1.7% |
99% |
True |
False |
1,039,770 |
| 40 |
2,525.0 |
2,162.0 |
363.0 |
14.4% |
51.4 |
2.0% |
99% |
True |
False |
871,530 |
| 60 |
2,525.0 |
2,059.0 |
466.0 |
18.5% |
55.4 |
2.2% |
100% |
True |
False |
592,965 |
| 80 |
2,525.0 |
2,059.0 |
466.0 |
18.5% |
60.4 |
2.4% |
100% |
True |
False |
447,259 |
| 100 |
2,525.0 |
1,927.0 |
598.0 |
23.7% |
62.6 |
2.5% |
100% |
True |
False |
359,596 |
| 120 |
2,525.0 |
1,927.0 |
598.0 |
23.7% |
65.0 |
2.6% |
100% |
True |
False |
302,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,767.3 |
|
2.618 |
2,674.2 |
|
1.618 |
2,617.2 |
|
1.000 |
2,582.0 |
|
0.618 |
2,560.2 |
|
HIGH |
2,525.0 |
|
0.618 |
2,503.2 |
|
0.500 |
2,496.5 |
|
0.382 |
2,489.8 |
|
LOW |
2,468.0 |
|
0.618 |
2,432.8 |
|
1.000 |
2,411.0 |
|
1.618 |
2,375.8 |
|
2.618 |
2,318.8 |
|
4.250 |
2,225.8 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,514.2 |
2,506.2 |
| PP |
2,505.3 |
2,489.3 |
| S1 |
2,496.5 |
2,472.5 |
|